Rough sets based prediction model of tick-wise price fluctuations

Yoshiyuki Matsumoto, Junzo Watada

    研究成果: Article査読

    1 被引用数 (Scopus)

    抄録

    Rough sets theory was proposed by Z. Pawlak in 1982. This theory enables us to mine knowledge granules through a decision rule from a database, a web base, a set and so on. We can apply the decision rule to reason, estimate, evaluate, or forecast unknown objects. In this paper, the rough set model is used to analyze of time series data of tick-wise price fluctuation, whereknowledge granules are mined from the data set of tick-wise price fluctuations.

    本文言語English
    ページ(範囲)449-453
    ページ数5
    ジャーナルJournal of Advanced Computational Intelligence and Intelligent Informatics
    15
    4
    出版ステータスPublished - 2011 6

    ASJC Scopus subject areas

    • 人工知能
    • コンピュータ ビジョンおよびパターン認識
    • 人間とコンピュータの相互作用

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